Valuation of certain CMS spreads
Crossref DOI link: https://doi.org/10.1007/s11408-017-0301-4
Published Online: 2017-11-01
Published Print: 2017-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wu, Ping
Elliott, Robert J. http://orcid.org/0000-0002-5486-6999
Funding for this research was provided by:
Australian Research Council
Text and Data Mining valid from 2017-11-01
Version of Record valid from 2017-11-01
Article History
First Online: 1 November 2017